ECBOT 5 Year T-Note Future December 2009

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	117-237	117-210	-0-027	-0.1%	117-065
High	117-262	117-222	-0-040	-0.1%	118-040
Low	117-127	117-070	-0-057	-0.2%	117-052
Close	117-227	117-145	-0-082	-0.2%	117-145
Range	0-135	0-152	0-017	12.6%	0-308
ATR	0-140	0-141	0-001	0.9%	0-000
Volume	8,880	20,536	11,656	131.3%	98,402

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-282	118-205	117-229
R3	118-130	118-053	117-187
R2	117-298	117-298	117-173
R1	117-221	117-221	117-159	117-184
PP	117-146	117-146	117-146	117-127
S1	117-069	117-069	117-131	117-032
S2	116-314	116-314	117-117
S3	116-162	116-237	117-103
S4	116-010	116-085	117-061

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-150	119-295	117-314
R3	119-162	118-307	117-230
R2	118-174	118-174	117-201
R1	117-319	117-319	117-173	118-086
PP	117-186	117-186	117-186	117-229
S1	117-011	117-011	117-117	117-098
S2	116-198	116-198	117-089
S3	115-210	116-023	117-060
S4	114-222	115-035	116-296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-040	117-052	0-308	0.8%	0-140	0.4%	30%	False	False	19,680
10	118-170	117-027	1-143	1.2%	0-146	0.4%	25%	False	False	77,766
20	118-210	116-247	1-283	1.6%	0-131	0.3%	36%	False	False	281,233
40	118-210	115-080	3-130	2.9%	0-133	0.4%	65%	False	False	347,147
60	118-210	115-000	3-210	3.1%	0-135	0.4%	67%	False	False	362,907
80	118-210	113-310	4-220	4.0%	0-140	0.4%	74%	False	False	343,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-228
2.618	118-300
1.618	118-148
1.000	118-054
0.618	117-316
HIGH	117-222
0.618	117-164
0.500	117-146
0.382	117-128
LOW	117-070
0.618	116-296
1.000	116-238
1.618	116-144
2.618	115-312
4.250	115-064

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	117-146	117-212
PP	117-146	117-190
S1	117-145	117-168

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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